CIK: 0001578299 · Show all filings
Period: Q2 2021 (← Previous) (Next →)
Filing Date: Aug 13, 2021
Total Value ($000): $1,438,916 (33.5% shares, 66.5% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | NCL CORP LTD | 44,364,000 | $103,482 | 7.2% | $2.33 | — | NOTE 6.000% 5/1 | 62886HAT8 |
| — | WAYFAIR INC | 37,110,000 | $81,897 | 5.7% | $2.15 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | UNITED STATES STL CORP NEW | 36,625,000 | $74,440 | 5.2% | $1.69 | — | NOTE 5.000%11/0 | 912909AT5 |
| — | SLACK TECHNOLOGIES INC | 47,632,000 | $72,162 | 5.0% | $1.51 | — | NOTE 0.500% 4/1 | 83088VAB8 |
| — | SOUTHWEST AIRLS CO | 46,700,000 | $70,926 | 4.9% | $1.61 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | LIBERTY MEDIA CORP DEL | 39,367,000 | $52,897 | 3.7% | $1.27 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | BLOOMIN BRANDS INC | 20,082,000 | $48,787 | 3.4% | $2.43 | — | NOTE 5.000% 5/0 | 094235AB4 |
| — | WORLD WRESTLING ENTMT INC | 19,930,000 | $47,832 | 3.3% | $3.09 | — | NOTE 3.375%12/1 | 98156QAB4 |
| — | NATERA INC | 15,090,000 | $45,817 | 3.2% | $3.04 | — | NOTE 2.250% 5/0 | 632307AB0 |
| — | NUANCE COMMUNICATIONS INC | 20,316,000 | $45,813 | 3.2% | $1.74 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | WORKDAY INC | 27,648,000 | $45,757 | 3.2% | $1.70 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | NUANCE COMMUNICATIONS INC | 14,632,000 | $40,743 | 2.8% | $2.28 | — | NOTE 1.250% 4/0 | 67020YAN0 |
| — | UNDER ARMOUR INC | 17,572,000 | $34,683 | 2.4% | $1.97 | — | NOTE 1.500% 6/0 | 904311AC1 |
| — | GUESS INC | 25,322,000 | $31,652 | 2.2% | $1.01 | — | NOTE 2.000% 4/1 | 401617AD7 |
| — | AMERICAN AIRLS GROUP INC | 18,000,000 | $28,305 | 2.0% | $1.67 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 16,472,000 | $24,749 | 1.7% | $1.35 | — | NOTE 0.875% 1/0 | 01988PAF5 |
| — | IHS MARKIT LTD | 214,138 | $24,125 | 1.7% | $90.72 | — | SHS | G47567105 |
| — | PALO ALTO NETWORKS INC | 15,572,000 | $22,735 | 1.6% | $1.34 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | LIVENT CORP | 9,350,000 | $22,487 | 1.6% | $2.41 | — | NOTE 4.125% 7/1 | 53814LAB4 |
| — | ALEXION PHARMACEUTICALS INC | 120,497 | $22,137 | 1.5% | $155.06 | — | COM | 015351109 |
| — | KANSAS CITY SOUTHERN | 70,000 | $19,836 | 1.4% | $279.21 | — | COM NEW | 485170302 |
| — | NATIONAL VISION HLDGS INC | 10,854,000 | $19,191 | 1.3% | $1.77 | — | NOTE 2.500% 5/1 | 63845RAB3 |
| — | PRA HEALTH SCIENCES INC | 110,739 | $18,295 | 1.3% | $156.40 | — | COM | 69354M108 |
| — | XILINX INC | 110,481 | $15,980 | 1.1% | $141.82 | — | COM | 983919101 |
| — | SPIRIT AIRLS INC | 525,000 | $15,978 | 1.1% | — | — | Put | 848577102 |
| BKNG | BOOKING HOLDINGS INC | 7,228 | $15,816 | 1.1% | $1961.76 | +17.1% | COM | 09857L108 |
| CCL | CARNIVAL CORP | 554,800 | $14,622 | 1.0% | — | — | Put | 143658300 |
| — | STEM INC | 557,081 | $13,236 | 0.9% | — | — | Call | 85859N110 |
| — | COHERENT INC | 50,000 | $13,217 | 0.9% | $260.00 | — | COM | 192479103 |
| — | WORKIVA INC | 8,500,000 | $13,005 | 0.9% | $1.53 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | ISTAR INC | 8,358,000 | $12,704 | 0.9% | $1.52 | — | NOTE 3.125% 9/1 | 45031UCB5 |
| — | PROOFPOINT INC | 70,344 | $12,223 | 0.8% | $173.76 | — | COM | 743424103 |
| — | ANZU SPECIAL ACQUISITIN CORP | 1,175,000 | $11,435 | 0.8% | $9.73 | — | COM CL A | 03737A101 |
| RCL | ROYAL CARIBBEAN GROUP | 129,000 | $11,001 | 0.8% | $62.25 | +37.6% | COM | V7780T103 |
| NCLH | NORWEGIAN CRUISE LINE HLDG L | 364,800 | $10,726 | 0.7% | — | — | Put | G66721104 |
| — | GUESS INC | 392,000 | $10,347 | 0.7% | — | — | Put | 401617105 |
| — | M3 BRIGADE ACQUISITION II CO | 1,000,000 | $9,720 | 0.7% | $9.72 | — | COM CL A | 553800103 |
| — | FIGURE ACQUISITION CORP I | 944,500 | $9,445 | 0.7% | $10.00 | — | COM CL A | 302438106 |
| — | MAXIM INTEGRATED PRODS INC | 84,948 | $8,950 | 0.6% | $67.61 | — | COM | 57772K101 |
| EXC | EXELON CORP | 201,200 | $8,914 | 0.6% | — | — | Call | 30161N101 |
| TXNM | PNM RES INC | 180,055 | $8,781 | 0.6% | $49.20 | 0.0% | COM | 69349H107 |
| — | AKAMAI TECHNOLOGIES INC | 6,370,000 | $8,369 | 0.6% | $1.31 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | TWITTER INC | 8,106,000 | $8,291 | 0.6% | $1.04 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | GRACE W R & CO DEL NEW | 110,922 | $7,667 | 0.5% | $66.29 | — | COM | 38388F108 |
| ALRM | ALARM COM HLDGS INC | 89,000 | $7,546 | 0.5% | — | — | Put | 011642105 |
| CNK | CINEMARK HLDGS INC | 342,500 | $7,520 | 0.5% | — | — | Put | 17243V102 |
| BLMN | BLOOMIN BRANDS INC | 277,000 | $7,519 | 0.5% | — | — | Put | 094235108 |
| — | AT HOME GROUP INC | 200,000 | $7,368 | 0.5% | $36.84 | — | COM | 04650Y100 |
| BIIB | BIOGEN INC | 20,100 | $6,965 | 0.5% | — | — | Call | 09062X103 |
| MCHP | MICROCHIP TECHNOLOGY INC. | 45,400 | $6,798 | 0.5% | $67.56 | +2.4% | COM | 595017104 |
| — | ATHENE HOLDING LTD | 100,000 | $6,750 | 0.5% | $67.50 | — | CL A | G0684D107 |
| JBLU | JETBLUE AWYS CORP | 363,600 | $6,101 | 0.4% | $19.37 | 0.0% | COM | 477143101 |
| — | VEREIT INC | 125,000 | $5,741 | 0.4% | $45.93 | — | COM | 92339V308 |
| — | CLOUDERA INC | 354,687 | $5,625 | 0.4% | $15.86 | — | COM | 18914U100 |
| — | QTS RLTY TR INC | 70,000 | $5,411 | 0.4% | $77.30 | — | COM CL A | 74736A103 |
| — | CANADIAN PAC RY LTD | 70,000 | $5,383 | 0.4% | — | — | Put | 13645T100 |
| CNI | CANADIAN NATL RY CO | 50,000 | $5,276 | 0.4% | — | — | Call | 136375102 |
| — | TALEND S A | 80,000 | $5,248 | 0.4% | $65.60 | — | ADS | 874224207 |
| — | CONSTELLATION PHARMCETICLS I | 150,000 | $5,070 | 0.4% | $33.80 | — | COM | 210373106 |
| — | ATLAS CORP | 348,300 | $4,962 | 0.3% | — | — | Put | Y0436Q109 |
| LCII | LCI INDS | 37,500 | $4,927 | 0.3% | — | — | Put | 50189K103 |
| WTW | WILLIS TOWERS WATSON PLC LTD | 20,217 | $4,650 | 0.3% | $181.47 | +28.8% | SHS | G96629103 |
| — | MACQUARIE INFRASTRUCTURE COR | 120,000 | $4,592 | 0.3% | $38.27 | — | COM | 55608B105 |
| — | CIT GROUP INC | 82,384 | $4,250 | 0.3% | $51.59 | — | COM NEW | 125581801 |
| — | CINCINNATI BELL INC NEW | 270,565 | $4,172 | 0.3% | $14.79 | — | COM NEW | 171871502 |
| PANW | PALO ALTO NETWORKS INC | 11,000 | $4,083 | 0.3% | — | — | Put | 697435105 |
| MCHP | MICROCHIP TECHNOLOGY INC. | 20,000 | $2,994 | 0.2% | $67.56 | +2.4% | Put | 595017104 |
| — | MONMOUTH REAL ESTATE INVT CO | 140,000 | $2,621 | 0.2% | $18.03 | — | CL A | 609720107 |
| — | KNOLL INC | 100,000 | $2,599 | 0.2% | $25.99 | — | COM NEW | 498904200 |
| RCL | ROYAL CARIBBEAN GROUP | 30,000 | $2,558 | 0.2% | $62.25 | +37.6% | Call | V7780T103 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 100,000 | $2,386 | 0.2% | $19.62 | +25.0% | COM | 55933J203 |
| MSTR | MICROSTRATEGY INC | 3,500 | $2,327 | 0.2% | — | — | Put | 594972408 |
| W | WAYFAIR INC | 7,000 | $2,212 | 0.2% | — | — | Put | 94419L101 |
| BKNG | BOOKING HOLDINGS INC | 1,000 | $2,187 | 0.2% | $1961.76 | +17.1% | Put | 09857L108 |
| MTN | VAIL RESORTS INC | 6,400 | $2,026 | 0.1% | $318.68 | 0.0% | COM | 91879Q109 |
| EXPE | EXPEDIA GROUP INC | 10,700 | $1,752 | 0.1% | $170.17 | 0.0% | COM NEW | 30212P303 |
| — | MEREDITH CORP | 40,000 | $1,738 | 0.1% | $43.45 | — | COM | 589433101 |
| — | COMMUNITY BANKERS TR CORP | 150,000 | $1,701 | 0.1% | $11.34 | — | COM | 203612106 |
| — | WELBILT INC | 70,000 | $1,620 | 0.1% | $23.14 | — | COM | 949090104 |
| — | DISCOVERY INC | 50,000 | $1,449 | 0.1% | $21.53 | — | COM SER C | 25470F302 |
| TDS | TELEPHONE & DATA SYS INC | 60,000 | $1,360 | 0.1% | $21.65 | +12.6% | COM NEW | 879433829 |
| — | STERLING BANCORP DEL | 50,000 | $1,240 | 0.1% | $24.80 | — | COM | 85917A100 |
| — | WATFORD HLDGS LTD | 32,906 | $1,151 | 0.1% | $34.98 | — | SHS | G94787101 |
| — | COLUMBIA PPTY TR INC | 65,126 | $1,133 | 0.1% | $17.40 | — | COM NEW | 198287203 |
| LEVWQ | THE LION ELECTRIC COMPANY | 167,442 | $1,090 | 0.1% | — | — | Call | 536221112 |
| IMAX | IMAX CORP | 50,000 | $1,075 | 0.1% | — | — | Put | 45245E109 |
| — | RICE ACQUISITION CORP II | 100,000 | $1,022 | 0.1% | $10.22 | — | UNIT 99/99/9999 | G75529118 |
| RLMD | RELMADA THERAPEUTICS INC | 30,600 | $978 | 0.1% | — | — | Put | 75955J402 |
| — | NIGHTDRAGON ACQUISITION CORP | 96,000 | $969 | 0.1% | $10.05 | — | UNIT 02/26/20266 | 65413D204 |
| — | CLIMATE REAL IMPACT SLUTINS | 96,000 | $948 | 0.1% | $9.73 | — | COM CL A | 187171103 |
| — | COMPUTE HEALTH ACQUISITIN CO | 96,000 | $943 | 0.1% | $9.82 | — | COM CL A | 204833107 |
| — | DMY TECHNOLOGY GROUP INC IV | 96,000 | $938 | 0.1% | $9.77 | — | COM CL A | 23344K102 |
| MDRX | ALLSCRIPTS HEALTHCARE SOLUTN | 50,000 | $926 | 0.1% | — | — | Put | 01988P108 |
| — | STEM INC | 25,000 | $902 | 0.1% | — | — | Put | 85859N102 |
| FLR | FLUOR CORP NEW | 50,000 | $885 | 0.1% | — | — | Put | 343412102 |
| RCL | ROYAL CARIBBEAN GROUP | 10,000 | $853 | 0.1% | $62.25 | +37.6% | Put | V7780T103 |
| SRPT | SAREPTA THERAPEUTICS INC | 10,000 | $778 | 0.1% | — | — | Put | 803607100 |
| — | LONGVIEW ACQUISITION CORP II | 75,000 | $756 | 0.1% | $10.04 | — | UNIT 99/99/9999 | 54319Q204 |
| — | GORES HLDGS VIII INC | 75,000 | $753 | 0.1% | $9.98 | — | UNIT 02/01/2028 | 382863207 |
| — | FTAC HERA ACQUISITION CORP | 75,000 | $753 | 0.1% | $10.04 | — | UNIT 02/28/2026 | G3728Y129 |
| — | GORES HOLDINGS VII INC | 75,000 | $742 | 0.1% | $9.89 | — | COM CL A | 38286T101 |
| CNXX | CONX CORP | 75,000 | $740 | 0.1% | $9.97 | — | COM CL A | 212873103 |
| — | FORTRESS VALUE ACQUISI CORP | 75,000 | $736 | 0.1% | $9.81 | — | COM CL A | 34964K108 |
| — | MOTIVE CAPITAL CORP | 75,000 | $733 | 0.1% | $9.77 | — | SHS CL A | G6293A103 |
| — | HUDSON EXECUTIVE INVES III | 75,000 | $732 | 0.1% | $9.76 | — | COM CL A | 44376L107 |
| — | WARBURG PINCUS CAPTAL CORP I | 72,000 | $730 | 0.1% | $10.14 | — | SHS CL A | G9460M108 |
| RLMD | RELMADA THERAPEUTICS INC | 22,800 | $729 | 0.1% | — | — | Call | 75955J402 |
| — | CBRE ACQUISITION HLDGS INC | 75,000 | $728 | 0.1% | $9.75 | — | COM CL A | 12510J106 |
| — | PROSPECTOR CAPITAL CORP | 75,000 | $728 | 0.1% | $9.71 | — | CL A | G7273A105 |
| — | KKR ACQUISITION HOLDING I CO | 72,000 | $723 | 0.1% | $10.01 | — | UNIT 99/99/9999 | 48253T208 |
| — | JACK CREEK INVESTMENT CORP | 75,000 | $722 | 0.1% | $9.63 | — | CL A SHS | G4989X115 |
| — | RXR ACQUISITION CORP | 72,000 | $717 | 0.0% | $9.91 | — | UNIT 01/01/2025 | 74981W206 |
| — | TISHMAN SPEYER INNOVATION CO | 72,000 | $714 | 0.0% | $9.92 | — | COM CL A | 88825H100 |
| — | FTAC ATHENA ACQUISITION CORP | 72,000 | $710 | 0.0% | $9.86 | — | CL A SHS | G37283101 |
| MTBLY | RENREN INC | 58,800 | $704 | 0.0% | — | — | Call | 759892300 |
| — | SIMON PROPERTY GRP ACQ HOLDI | 72,000 | $702 | 0.0% | $9.75 | — | COM CL A | 82880R103 |
| — | ARCTOS NORTHSTAR ACQUIS CORP | 72,000 | $701 | 0.0% | $9.74 | — | SHS CL A | G0477L100 |
| — | GOLDEN FALCON ACQUISITION CO | 72,000 | $700 | 0.0% | $9.67 | — | CL A | 38102H109 |
| — | DEEP LAKE CAPITAL ACQUSTN CO | 72,000 | $697 | 0.0% | $9.68 | — | CL A SHS | G27029100 |
| — | MARLIN TECHNOLOGY CORP | 72,000 | $697 | 0.0% | $9.68 | — | CL A SHS | G58411102 |
| STE | STERIS PLC | 3,152 | $650 | 0.0% | $193.27 | 0.0% | SHS USD | G8473T100 |
| MPC | MARATHON PETE CORP | 10,000 | $604 | 0.0% | $52.29 | 0.0% | COM | 56585A102 |
| — | EXFO INC | 100,000 | $595 | 0.0% | $5.95 | — | SUB VTG SHS | 302046107 |
| — | TCW SPECIAL PURPOSE ACQU COR | 54,000 | $538 | 0.0% | $9.95 | — | UNIT 99/99/9999 | 87301L205 |
| — | THUNDER BRIDGE CAP PRTNRS II | 54,000 | $524 | 0.0% | $9.70 | — | COM CL A | 88605T100 |
| — | LAZARD GROWTH ACQUISITION CO | 50,000 | $489 | 0.0% | $9.78 | — | SHS | G54035103 |
| — | ARCLIGHT CLEAN TRANSITION II | 48,000 | $489 | 0.0% | $10.19 | — | UNIT 03/16/2028 | G0R21B120 |
| — | HAMILTON LANE ALLIANCE HLDGS | 50,000 | $488 | 0.0% | $9.75 | — | COM CL A | 40749M103 |
| — | HIGHLAND TRANSCEND PARTNERS | 50,000 | $486 | 0.0% | $9.72 | — | COM CL A | G44690108 |
| — | GORES TECHNOLOGY PARTNERS II | 48,000 | $478 | 0.0% | $9.96 | — | CLASS A COM | 38287L107 |
| — | G SQUARED ASCEND I INC | 48,000 | $474 | 0.0% | $9.88 | — | SHS CL A | G4204R109 |
| — | FOREST ROAD ACQUISITION COR | 48,000 | $470 | 0.0% | $9.79 | — | CL A | 34619V103 |
| — | ALTIMAR ACQUISITION CORP II | 48,000 | $467 | 0.0% | $9.73 | — | SHS CL A | G03709105 |
| LBTYAUSD | LIBERTY GLOBAL PLC | 17,151 | $466 | 0.0% | $22.28 | — | SHS CL A | G5480U104 |
| — | POWER & DIGITAL INFRA ACQ CO | 44,000 | $433 | 0.0% | $9.84 | — | COM CL A | 739190106 |
| — | M3 BRIGADE ACQUISITION II CO | 333,333 | $385 | 0.0% | — | — | Call | 553800111 |
| — | ANZU SPECIAL ACQUISITIN CORP | 391,665 | $376 | 0.0% | — | — | Call | 03737A119 |
| — | REVOLUTION HEALTHCAR AQ CORP | 36,000 | $362 | 0.0% | $10.04 | — | UNIT 03/18/20266 | 76155Y207 |
| — | FIGURE ACQUISITION CORP I | 217,375 | $300 | 0.0% | — | — | Call | 302438114 |
| — | VECTOIQ ACQUISITION CORP II | 22,000 | $220 | 0.0% | $9.92 | — | COM CL A | 92244F109 |
| — | MMA CAPITAL HOLDINGS INC | 7,500 | $204 | 0.0% | $27.20 | — | COM | 55315D105 |
| — | IVERIC BIO INC | 30,000 | $189 | 0.0% | — | — | Call | 46583P102 |
| GNW | GENWORTH FINL INC | 10,000 | $39 | 0.0% | $4.11 | -2.9% | COM CL A | 37247D106 |
| — | DMY TECHNOLOGY GROUP INC IV | 19,200 | $27 | 0.0% | — | — | Call | 23344K110 |
| — | AUSTERLITZ ACQUISITION CORP | 18,749 | $23 | 0.0% | — | — | Call | G0633D125 |